Mechanism design for decentralized online machine scheduling

Traditional optimization models assume a central decision maker who optimizes a global system performance measure. However, problem data is often distributed among several agents, and agents take autonomous decisions. This gives incentives for strategic behavior of agents, possibly leading to sub-optimal system performance. Furthermore, in dynamic environments, machines are locally dispersed and administratively independent. Examples are found both in business and engineering applications. We investigate such issues for a parallel machine scheduling model where jobs arrive online over time. Instead of centrally assigning jobs to machines, each machine implements a local sequencing rule and jobs decide for machines themselves. In this context, we introduce the concept of a myopic best response equilibrium, a concept weaker than the classical dominant strategy equilibrium, but appropriate for online problems. Our main result is a polynomial time, online mechanism that |assuming rational behavior of jobs| results in an equilibrium schedule that is 3.281-competitive with respect to the maximal social welfare. This is only lightly worse than state-of-the-art algorithms with central coordination

Decentralization and Mechanism Design for Online Machine Scheduling

We study the online version of the classical parallel machine scheduling problem to minimize the total weighted completion time from a new perspective: We assume a strategic setting, where the data of each job j, namely its release date r(j) , its processing time p(j) and its weight w(j) is only known to the job itself, but not to the system. Furthermore, we assume a decentralized setting, where jobs choose the machine on which they want to be processed themselves. We study this setting from the perspective of algorithmic mechanism design and present a polynomial time decentralized online scheduling mechanism that induces rational jobs to select their machine in such a way that the resulting schedule is 3.281-competitive. The mechanism deploys an online payment scheme that induces rational jobs to truthfully report about their private data: with respect to release dates and processing times, truthfully reporting is a dominant strategy equilibrium, whereas truthfully reporting the weights is a myopic best response equilibrium. We also show that the local scheduling policy used in the mechanism cannot be extended to a mechanism where truthful reports with respect to weights constitute a dominant strategy equilibrium.operations research and management science;

Games and Mechanism Design in Machine Scheduling – An Introduction

In this paper, we survey different models, techniques, and some recent results to tackle machine scheduling problems within a distributed setting. In traditional optimization, a central authority is asked to solve a (computationally hard) optimization problem. In contrast, in distributed settings there are several agents, possibly equipped with private information that is not publicly known, and these agents need to interact in order to derive a solution to the problem. Usually the agents have their individual preferences, which induces them to behave strategically in order to manipulate the resulting solution. Nevertheless, one is often interested in the global performance of such systems. The analysis of such distributed settings requires techniques from classical Optimization, Game Theory, and Economic Theory. The paper therefore briefly introduces the most important of the underlying concepts, and gives a selection of typical research questions and recent results, focussing on applications to machine scheduling problems. This includes the study of the so-called price of anarchy for settings where the agents do not possess private information, as well as the design and analysis of (truthful) mechanisms in settings where the agents do possess private information.computer science applications;

The Price of Anarchy for Minsum Related Machine Scheduling

We address the classical uniformly related machine scheduling problem with minsum objective. The problem is solvable in polynomial time by the algorithm of Horowitz and Sahni. In that solution, each machine sequences its jobs shortest first. However when jobs may choose the machine on which they are processed, while keeping the same sequencing rule per machine, the resulting Nash equilibria are in general not optimal. The price of anarchy measures this optimality gap. By means of a new characterization of the optimal solution, we show that the price of anarchy in this setting is bounded from above by 2. We also give a lower bound of e/(e-1). This complements recent results on the price of anarchy for the more general unrelated machine scheduling problem, where the price of anarchy equals 4. Interestingly, as Nash equilibria coincide with shortest processing time first (SPT) schedules, the same bounds hold for SPT schedules. Thereby, our work also fills a gap in the literature

Decentralized Scheduling of Discrete Production Systems with Limited Buffers

Die Steuerung der Produktion ist eine der Kernaufgaben eines jeden produzierenden Unternehmens. Sie ist insbesondere wichtig, um auf die Anforderungen des Marktes und damit auf die Wünsche der Kunden reagieren zu können. Aktuelle Trends im Markt führen dabei zu einer hochindividualisierten Produktion bei gleichzeitiger Erhöhung der produzierten Stückzahlen. Eine Konsequenz daraus ist, dass Unternehmen über flexiblere und agilere Produktionssysteme verfügen müssen, um auf die sich ständig ändernden Kundenwünsche reagieren zu können. Da starre Fertigungslinien nicht mehr geeignet sind, werden zunehmend komplexere Strukturen wie die der Werkstattfertigung oder Matrixproduktion eingesetzt. Hierfür werden geeignete Steuerungsmethoden für die Produktion benötigt. Diese Arbeit beschäftigt sich mit eben jenen Steuerungsmethoden, genauer gesagt Methoden zur Planung von Produktionsaufträgen in diesen neuen Produktionssystemen. Zur Steuerung eignen sich echtzeitfähige und autonome Entscheidungssysteme, mit denen die Steuerung der neuen Organisationsstruktur der Produktion angepasst ist. Agentenbasierte Systeme bieten genau diese Eigenschaften und erlauben es, komplexe Planungsaufgaben in kleinere Teilprobleme zu zerlegen, die schneller und genauer gelöst werden können. Sie erfordern die Verfügbarkeit von Daten in Echtzeit und eine schnelle Kommunikation zwischen den Agenten, was heute dank der vierten industriellen Revolution zur Verfügung steht. Demgegenüber steht der erhöhte Koordinierungsbedarf, der in diesen Systemen beherrscht werden muss. Das Ziel dieser Arbeit ist es, einen dezentralen Produktionsplanungs-Algorithmus zu entwickeln, der in einem Multi-Agenten-System implementiert ist. Er berücksichtigt begrenzte Verfügbarkeit von Pufferplätzen an jedem Arbeitsplatz, ein Thema, das in der Literatur wenig erforscht ist. Der Algorithmus ist in einer flexiblen Werkstattfertigung anwendbar und zeigt eine große Zeiteffizienz bei der Einplanung größerer Mengen von Aufträgen. Um dieses Ziel zu erreichen, wird zunächst der Produktionsplanungs-Algorithmus ohne das Agentensystem entworfen. Er basiert auf der von \textcite{adams1988} veröffentlichten Shifting Bottleneck Heuristik. Da viele Änderungen notwendig sind, um die geforderten Eigenschaften berücksichtigen zu können, bleibt nur die grundlegende Vorgehensweise gleich, während alle Schritte der Heuristik von Grund auf neu modelliert werden. Anschließend wird ein Multi-Agenten-System entworfen, das die genannten Anforderungen abbildet und den Algorithmus zur Planung verwendet. In diesem System hat jeder Arbeitsplatz einen Arbeitsplatzagenten, der für die Planung und Steuerung seines zugeordneten Arbeitsplatzes zuständig ist, sowie einige zusätzliche Agenten für die Kommunikation, die Datenspeicherung und allgemeine Aufgaben. Der entworfene Algorithmus wird angepasst und in das Multi-Agenten-System implementiert. Da das System im praktischen Einsatz immer eine Lösung finden muss, stellen wir mögliche Fehlerfälle vor und wie mit ihnen umgegangen wird. Abschließend findet eine numerische Evaluierung mit zwei realen Produktionssystemen statt. Da sich diese Systeme in einem wichtigen Merkmal ähneln, werden weitere zufällig erzeugte Beispiele getestet und ausgewertet

The Quality of Equilibria for Set Packing Games

We introduce set packing games as an abstraction of situations in which $n$ selfish players select subsets of a finite set of indivisible items, and analyze the quality of several equilibria for this class of games. Assuming that players are able to approximately play equilibrium strategies, we show that the total quality of the resulting equilibrium solutions is only moderately suboptimal. Our results are tight bounds on the price of anarchy for three equilibrium concepts, namely Nash equilibria, subgame perfect equilibria, and an equilibrium concept that we refer to as $k$-collusion Nash equilibrium

Decentralized subcontractor scheduling with divisible jobs

Subcontracting allows manufacturer agents to reduce completion times of their jobs and thus obtain savings. This paper addresses the coordination of decentralized scheduling systems with a single subcontractor and several agents having divisible jobs. Assuming complete information, we design parametric pricing schemes that strongly coordinate this decentralized system, i.e., the agents’ choices of subcontracting intervals always result in efficient schedules. The subcontractor’s revenue under the pricing schemes depends on a single parameter which can be chosen to make the revenue as close to the total savings as required. Also, we give a lower bound on the subcontractor’s revenue for any coordinating pricing scheme. Allowing private information about processing times, we prove that the pivotal mechanism is coordinating, i.e., agents are better off by reporting their true processing times, and by participating in the subcontracting. We show that the subcontractor’s maximum revenue with any coordinating mechanism under private information equals the lower bound of that with coordinating pricing schemes under complete information. Finally, we address the asymmetric case where agents obtain savings at different rates per unit reduction in completion times. We show that coordinating pricing schemes do not always exist in this case

Partitioning Sequencing Situations and Games

The research that studies the interaction between sequencing situations and cooperative games, that started with the paper of Curiel et al. (1989), has become an established line of research. This paper introduces a new model in this field: partitioning sequencing situations and games. The characteristic of partitioning sequencing situations is that the jobs arrive in batches, and those jobs that arrive in earlier batches have some privileges over jobs in later arrived batches. For partitioning sequencing situations we introduce and characterise the partitioning equal gain splitting rule. Next, we define cooperative games that arise from these partitioning sequencing situations. It is shown that these games are convex. Moreover, we present a game independent expression for the Shapley value. Finally, it is shown that the partitioning equal gain splitting rule can be used to generate a core allocation and can be viewed as the average of two specific marginal vectors.Sequencing situations;sequencing games